Skip to content

Commit f1244ca

Browse files
Update sde_premade_problems.jl
1 parent d5e8193 commit f1244ca

File tree

1 file changed

+5
-5
lines changed

1 file changed

+5
-5
lines changed

src/sde_premade_problems.jl

Lines changed: 5 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -21,7 +21,7 @@ du_t = βudt + αudW_t
2121
where ``β=1.01``, ``α=0.87``, and initial condtion ``u_0=1/2``, with solution
2222
2323
```math
24-
u(u0,p,t,W_t)=u_0\exp((α-\frac{β^2}{2})t+βW_t)
24+
u(u_0,p,t,W_t)=u_0\exp((α-\frac{β^2}{2})t+βW_t)
2525
```
2626
2727
"""
@@ -43,7 +43,7 @@ du_t = βudt + αudW_t
4343
where ``β=1.01``, ``α=0.87``, and initial condtion ``u_0=\frac{1}{2}`` with solution
4444
4545
```math
46-
u(u0,p,t,W_t)=u_0\exp((α-\frac{β^2}{2})t+βW_t)
46+
u(u_0,p,t,W_t)=u_0\exp((α-\frac{β^2}{2})t+βW_t)
4747
```
4848
"""
4949
prob_sde_2Dlinear = SDEProblem(SDEFunction(f_linear_iip,σ_linear_iip,
@@ -127,13 +127,13 @@ end
127127
Lorenz Attractor with additive noise
128128
129129
```math
130-
dx = σ*(y-x)dt + αdW_t
130+
dx = σ(y-x)dt + αdW_t
131131
```
132132
```math
133-
dy = (x*(ρ-z) - y)dt + αdW_t
133+
dy = (x(ρ-z) - y)dt + αdW_t
134134
```
135135
```math
136-
dz = (x*y - β*z)dt + αdW_t
136+
dz = (xy - βz)dt + αdW_t
137137
```
138138
139139
with ``σ=10``, ``ρ=28``, ``β=8/3``, ``α=3.0`` and inital condition ``u_0=[1;1;1]``.

0 commit comments

Comments
 (0)